Information-Geometric Optimization on Spheres

We consider the black-box optimization problem on a sphere. Two information-geometric optimization flows (IGO flows) are designed with rigorous calculation of natural search gradients based on hyperbolic (information) geometry of Poincar\' e and Bergman balls. We demonstrate that ensembles of generalized Kuramoto oscillators on spheres compute natural search gradients and realize IGO algorithms on both manifolds. The relationship between natural gradient policies in Bergman balls and quantum decision making is pointed out.

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